一类时间变换的强马氏过程

Acta mathematica scientia,Series A ›› 2021, Vol. 41 ›› Issue (3): 848-859.

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A Class of Time-Changed Strong Markov Processes

Huiyan Zhao^1,*,Siyan Xu²()

¹ School of Applied Mathematics, Beijing Normal University Zhuhai, Guangdong Zhuhai 519087
² College of Science, North China University of Technology, Beijing 100144

Received:2019-12-23 Online:2021-06-26 Published:2021-06-09
Contact: Huiyan Zhao E-mail:xusiyan@ncut.edu.cn
Supported by:
the NSFC(11401029)

Abstract

Abstract:

In this paper, we consider a type of time-changed Markov process, where the time-change is an inverse killed subordinator. This can be seen as an extension of Chen (Chen Zhenqing. Time fractional equations and probabilistic representation. Chaos Solitons and Fractals, 2017, 102: 168-174). As a result, it constructs a relationship between general Bernstein functions and a class of generalized time-fractional partial differential equations.

Key words: Killed subordinator, Strong Markov process, Bernstein function, Time-fractional PDE

CLC Number:

O211.9

Huiyan Zhao,Siyan Xu. A Class of Time-Changed Strong Markov Processes[J].Acta mathematica scientia,Series A, 2021, 41(3): 848-859.

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A Class of Time-Changed Strong Markov Processes

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